Identification in Accelerated Failure Time Competing Risks
نویسنده
چکیده
We provide new conditions for identification in accelerated failure time competing risks models. In our model, we specify unknown regression functions and the joint survivor function of latent disturbance terms nonparametrically. We show that the model can be identified with covariates that are independent of latent errors, provided that certain rank conditions are satisfied. We present a simple example in which our rank conditions for identification are verified. Our identification strategy does not have the problem of “identification at near zero”.
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